Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: STATA GMM
From
nil sen <[email protected]>
To
[email protected]
Subject
st: STATA GMM
Date
Thu, 12 Aug 2010 13:16:52 -0500
Hi All,
I have few questions on GMM estimation in STATA.
(1) Can I use IV-GMM(2-STEP), or CUE or IGMM with BINARY DEPENDENT
VARIABLE (0,1) & endogeneous regressor?
(2) Can I use IV-GMM(2-STEP), or CUE or IGMM when the REGRESSOR is
BINARY?
If NO for (1) &/or (2) then what could be the appropriate estimation
method?
(3) When I am using ivregress igmm, then stata is giving error r(198)
with the message 'igmm is not a valid estimator', WHY?
Please reply.
Thank you in advance.
Regards,
Nil
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/